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Garchmodels | Awesome Repository

AlbertoAlmuinhagarchmodels

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35 stars·11 forks·R·NOASSERTION·0 viewsalbertoalmuinha.github.io/garchmodels↗

Garchmodels

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Time Series Analysis - Parsnip backend for GARCH models in R.

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The Tidymodels Extension for GARCH models